-61.6%
JD vs PNC
+51.0%
-112.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.5% | -2.1% |
| 7D | -3.0% | -0.7% | -2.3% | -2.7% |
| 30D | -19.3% | -4.4% | -14.9% | -17.8% |
| 3M | -6.0% | +4.5% | -10.5% | -8.2% |
| 6M | +1.8% | +19.1% | -17.3% | -6.7% |
| YTD | -2.6% | +18.0% | -20.6% | -10.8% |
| 1Y | -17.4% | +24.1% | -41.5% | -26.5% |
| 3Y | -8.6% | +130.0% | -138.6% | -44.5% |
| 5Y | -61.6% | +50.4% | -112.0% | -70.5% |
| All | -61.6% | +51.0% | -112.6% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling